The reason why Eliot may have chosen to capitalize Dog in the line
may be to allude to Sirius the Dog Star or to the Egyptian god Anubis.From http://www.louisville.edu/~aoclar01/ancient/egypt/egyptgod.htm June 7, 2000
Anubis, the jackel-headed god, oversaw the passage of souls into the unseen world of the dead. He attended the preparation of the body after death. With his scale of justice, he would weigh the heart of each victim, judging the measure of their good and bad deeds. Anubis presides over tombs, and is often depicted standing over one who has just been laid to rest upon a bier. The dog or jackel is Anubis' sacred animal.